DCMSVM: Distributed parallel training for single-machine multiclass classifiers

We present an algorithm and implementation for distributed parallel training of single-machine multiclass SVMs. While there is ongoing and healthy debate about the best strategy for multiclass classification, there are some features of the single-machine approach that are not available when training alternatives such as one-vs-all, and that are quite complex for tree based methods. One obstacle to exploring single-machine approaches on large datasets is that they are usually limited to running on a single machine! We build on a framework borrowed from parallel convex optimization - the alternating direction method of multipliers (ADMM) - to develop a new consensus based algorithm for distributed training of single-machine approaches. This is demonstrated with an implementation of our novel sequential dual algorithm (DCMSVM) which allows distributed parallel training with small communication requirements. Benchmark results show significant reduction in wall clock time compared to current state of the art multiclass SVM implementation (Liblinear) on a single node. Experiments are performed on large scale image classification including results with modern high-dimensional features.